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Price and volume effects associated with changes in the Dow Jones Averages

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  • Polonchek, John
  • Krehbiel, Tim

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  • Polonchek, John & Krehbiel, Tim, 1994. "Price and volume effects associated with changes in the Dow Jones Averages," The Quarterly Review of Economics and Finance, Elsevier, vol. 34(4), pages 305-316.
    • Handle: RePEc:eee:quaeco:v:34:y:1994:i:4:p:305-316
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    Cited by:

    1. Ernest N. Biktimirov & Yuanbin Xu, 2019. "Market reactions to changes in the Dow Jones industrial average index," International Journal of Managerial Finance, Emerald Group Publishing Limited, vol. 15(5), pages 792-812, May.
    2. Doeswijk, Ronald Q., 2005. "The index revision party," International Review of Financial Analysis, Elsevier, vol. 14(1), pages 93-112.
    3. J. Carlos Gómez Sala & Jorge Yzaguirre, 2003. "Presión sobre los precios en las revisiones del índice IBEX35," Investigaciones Economicas, Fundación SEPI, vol. 27(3), pages 491-531, September.
    4. Jammazi, Rania, 2012. "Cross dynamics of oil-stock interactions: A redundant wavelet analysis," Energy, Elsevier, vol. 44(1), pages 750-777.
    5. COLLA, Paolo, 2005. "A market microstructure rationale for the S&P game," LIDAM Discussion Papers CORE 2005008, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    6. repec:ibf:ijbfre:v:11:y:2017:i:2:p:81-92 is not listed on IDEAS
    7. Andrukovich, P., 2019. "The dynamics of stock price during their listing and delisting," Journal of the New Economic Association, New Economic Association, vol. 44(4), pages 50-76.
    8. Eric C. Lin, 2018. "The Effect Of Dow Jones Industrial Average Index Component Changes On Stock Returns And Trading Volumes," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 12(1), pages 81-92.
    9. Prabhdeep Kaur & Jaspal Singh, 2021. "Impact of ETF Listing on the Returns Generated by Underlying Stocks: Indian Evidence," Management and Labour Studies, XLRI Jamshedpur, School of Business Management & Human Resources, vol. 46(3), pages 263-288, August.

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